A Method of Bivariate Trimming for Robust Estimation of the Correlation Coefficient

A. C. Bebbington

Journal of the Royal Statistical Society Series C, 1978, vol. 27, issue 3, 221-226

Abstract: It is proposed that bivariate data should be trimmed of those points which define the convex hull, for robust estimation of the product‐moment correlation coefficient. Properties of this method are examined by a Monte Carlo investigation. Other applications are mentioned.

Date: 1978
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